A correlogram or correlation matrix allows to analyse the relationship between each pair of numeric variables in a dataset. It gives a quick overview of the whole dataset. It is more used for exploratory purpose than explanatory.
GGally
package
The GGally
package offers great options to build
correlograms. The ggpairs()
function build a
classic correlogram
with scatterplot, correlation coefficient and variable distribution.
On top of that, it is possible to inject
ggplot2 code, for instance to
color categories.
corrgram
package
The corrgram
is another great alternative to build
correlograms. You can choose what to display in the upper, lower and diagonal
part of the figure: scatterplot, pie chart, text, ellipse and more.
Lesser known ways to build correlogram with R, like the
ellipse
package, the plot()
function and the
car
package.